Should I use PCA, Factor Analysis or ICA for this problem?
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For example, I have this data set:
Apple S&P Barclays Vanguard
3.00 --- 2.1 --- -1.8 ------- 0.5
1.8 ----- 0.2 ----- 2.2 ------ 3.3
-0.7 ---- 3.5 ------ 2.7 ----- -2.5
In this case I need to find out which factors (Index returns) had influenced each Apple's return. Results need to be in a graph that show correlations.
I tried to use PCA following MatLab example "Cities quality of life" but it didn't work because cities are just names, while I have values.
Please help me, it is very urgent.
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